The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller than $1$ in the sense of mean-squared $L^2$-norm. Meanwhile, by modifying the low order method with trapezoidal rule, the convergence rate is improved at expenses of requiring some extra temporal regularity to the solution. The modified scheme has superlinear convergence rate under the mean-squared $L^2$-norm. Several numerical experiments are provided to confirm the theoretical error estimates.
翻译:使用差异方法研究分光谱分波方程式的离散时间。 首先,我们利用矩形公式获得低顺序时间分解,其强烈汇合顺序小于1美元,平均平方美元为2美元-诺尔姆。 同时,通过用捕捉性悬浮规则修改低顺序方法,由于对溶液要求一些额外的时间规律,趋同率得到了提高。修改后的办法在平均平方美元为2美元-诺尔姆下具有超线性汇合率。提供了数项实验,以证实理论误差估计数。